| 1 |
SPDR S&P 500 ETF TR |
2,522,500 |
518,475 |
16.49% |
Put |
|
| 2 |
SPDR S&P 500 ETF TR |
1,210,000 |
248,703 |
7.91% |
Call |
|
| 3 |
ISHARES TR |
1,551,900 |
185,638 |
5.90% |
|
|
| 4 |
SPDR S&P 500 ETF TR |
834,904 |
171,606 |
5.46% |
|
|
| 5 |
ISHARES TR |
460,000 |
55,025 |
1.75% |
Put |
|
| 6 |
CEMEX SAB DE CV NOTE 3.750 3/1 |
33,451,000 |
46,639 |
1.48% |
|
PRN |
| 7 |
MOLINA HEALTHCARE INC |
19,750,000 |
26,754 |
0.85% |
|
PRN |
| 8 |
JARDEN CORP |
15,500,000 |
24,417 |
0.78% |
|
PRN |
| 9 |
TESARO INC |
18,018,000 |
23,150 |
0.74% |
|
PRN |
| 10 |
Spirit Realty Capital Inc |
21,885,000 |
21,899 |
0.70% |
|
PRN |
| 11 |
YAHOO INC SR CV ZERO NT 18 |
16,000,000 |
19,858 |
0.63% |
|
PRN |
| 12 |
ROCKWOOD HOLDINGS INC |
251,148 |
19,790 |
0.63% |
|
|
| 13 |
ISHARES TR |
500,000 |
19,645 |
0.62% |
Call |
|
| 14 |
COVANCE INC |
188,847 |
19,610 |
0.62% |
|
|
| 15 |
VORNADO REALTY |
165,000 |
19,422 |
0.62% |
|
|
| 16 |
Family Dollar Stores Inc |
243,296 |
19,271 |
0.61% |
|
|
| 17 |
CareFusion |
311,488 |
18,484 |
0.59% |
|
|
| 18 |
SELECT SECTOR SPDR TR |
249,226 |
17,982 |
0.57% |
|
|
| 19 |
T-MOBILE US, INCORPORATED. CONV PFD SER A |
331,591 |
17,571 |
0.56% |
|
|
| 20 |
ISHARES TR |
228,460 |
17,555 |
0.56% |
|
|
| 21 |
TRW AUTOMOTIVE HLDGS CORP |
164,018 |
16,869 |
0.54% |
|
|
| 22 |
C H ROBINSON WORLDWIDE INC |
214,285 |
16,048 |
0.51% |
|
|
| 23 |
SPDR SER TR |
392,777 |
15,986 |
0.51% |
|
|
| 24 |
EDUCATION RLTY TR INC |
433,512 |
15,862 |
0.50% |
|
|
| 25 |
SIGMA ALDRICH |
115,177 |
15,810 |
0.50% |
|
|
| 26 |
ISHARES |
430,500 |
15,743 |
0.50% |
Call |
|
| 27 |
ICONIX BRAND GROUP INC 2.5% 06/01/2016 |
12,000,000 |
15,651 |
0.50% |
|
PRN |
| 28 |
TESLA INC |
16,900,000 |
15,627 |
0.50% |
|
PRN |
| 29 |
TTM TECHNOLOGIES INC |
17,744,000 |
15,265 |
0.49% |
|
PRN |
| 30 |
Market Vector Junior |
585,398 |
14,009 |
0.45% |
|
|
| 31 |
CUBIST PHARMACEUTI |
125,778 |
12,660 |
0.40% |
|
|
| 32 |
TESLA INC |
6,750,000 |
12,518 |
0.40% |
|
PRN |
| 33 |
Hewlett Packard Co |
302,927 |
12,156 |
0.39% |
|
|
| 34 |
COMPASS MINERALS INTL INC |
137,489 |
11,938 |
0.38% |
|
|
| 35 |
CIENA CORP |
600,000 |
11,646 |
0.37% |
Call |
|
| 36 |
STARWOOD PPTY TR INC SR CV NT 3.75 17 |
7,960,000 |
11,217 |
0.36% |
|
PRN |
| 37 |
PIONEER NAT RES CO |
72,782 |
10,834 |
0.34% |
|
|
| 38 |
AMERICAN HOMES 4 RENT CL A |
633,388 |
10,787 |
0.34% |
|
|
| 39 |
ICONIX BRAND GROUP INC |
8,824,000 |
10,522 |
0.33% |
|
PRN |
| 40 |
Allergan plc |
49,196 |
10,459 |
0.33% |
|
|
| 41 |
PETSMART |
125,447 |
10,198 |
0.32% |
|
|
| 42 |
UNITED STATES OIL FUND LP |
500,000 |
10,180 |
0.32% |
Call |
|
| 43 |
QUALCOMM INC |
136,796 |
10,168 |
0.32% |
|
|
| 44 |
CADENCE DESIGN SYSTEM INC |
4,000,000 |
10,079 |
0.32% |
|
PRN |
| 45 |
ESSEX PPTY TR INC |
48,740 |
10,070 |
0.32% |
|
|
| 46 |
SRC ENERGY INC |
802,774 |
10,067 |
0.32% |
|
|
| 47 |
LIBERTY GLOBAL PLC |
200,000 |
10,041 |
0.32% |
Call |
|
| 48 |
TE CONNECTIVITY LTD |
156,524 |
9,900 |
0.31% |
|
|
| 49 |
YAHOO INC |
194,662 |
9,832 |
0.31% |
|
|
| 50 |
EMPIRE ST RLTY TR INC |
550,000 |
9,669 |
0.31% |
|
|
